Anic Equity¶

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Total return since start: 0.713 %¶

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Equity now: -----------------------------> 52317.6 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45982.57 Kr¶

PnL: ---------------------------------------> -770.43 Kr¶

DD now: ---------------------------------> -1.511 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 10:38:01.722127'

Anic Portfolio¶

Today¶

Return: 0.003 %¶

This Week¶

Return: 0.003 %¶

Total portfolio value¶

Return including deposits: 71.274 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 3.400000 2343.000000 154.000000 7.040000 2189.000000
Embracer Group B 26 5.150000 708.760000 46.760000 7.060000 661.999988
BHG Group 49 -2.530000 679.140000 40.140000 6.280000 638.999984
Vitrolife 3 4.260000 704.400000 27.400000 4.050000 677.000001
Biotage 4 0.710000 622.800000 19.800000 3.280000 603.000000
Addnode Group B 6 2.480000 768.000000 16.000000 2.130000 751.999998
Indutrade 5 1.950000 1336.000000 16.000000 1.210000 1320.000000
Xvivo Perfusion 3 0.530000 861.000000 16.000000 1.890000 845.000001
Addtech B 3 1.790000 715.800000 15.800000 2.260000 699.999999
Eastnine 6 -2.610000 672.000000 15.000000 2.280000 657.000000
SynAct Pharma 9 -2.400000 657.900000 12.900000 2.000000 645.000003
Sdiptech B 3 0.580000 834.000000 12.000000 1.460000 822.000000
Nolato B 12 -0.460000 655.200000 7.200000 1.110000 648.000000
BONESUPPORT HOLDING 10 -0.240000 1230.000000 6.000000 0.490000 1224.000000
NCC B 7 0.160000 659.750000 5.750000 0.880000 653.999997
Latour B 2 1.570000 453.000000 4.000000 0.890000 449.000000
Fortnox 10 3.490000 669.600000 1.600000 0.240000 668.000000
NCC A 6 1.840000 598.800000 -0.200000 -0.030000 598.999998
Profoto Holding 7 0.000000 581.000000 -1.000000 -0.170000 581.999999
Sedana Medical 135 -2.320000 4328.100000 -2.900000 -0.070000 4330.999935
Lime Technologies 2 -1.180000 587.000000 -6.000000 -1.010000 593.000000
Volati 5 -4.380000 567.000000 -7.000000 -1.220000 574.000000
Investor B 3 0.670000 649.950000 -8.050000 -1.220000 657.999999
Sampo Oyj SDB 1 -1.100000 496.500000 -8.500000 -1.680000 505.000000
SCA A 4 -0.270000 588.800000 -10.200000 -1.700000 599.000000
Balco Group 39 0.000000 1860.300000 -14.700000 -0.780000 1874.999997
Humana 40 -0.120000 642.400000 -31.600000 -4.690000 674.000000
Lundin Gold 7 0.620000 915.600000 -58.400000 -6.000000 973.999999
Ambea 68 0.770000 2477.920000 -59.080000 -2.330000 2537.000032
Creades A 7 0.970000 547.050000 -63.950000 -10.470000 610.999998
Investor A 16 0.420000 3470.400000 -74.600000 -2.100000 3545.000000
New Wave B 40 0.240000 3828.000000 -88.000000 -2.250000 3916.000000
Gaming Innovation Group 161 -0.400000 4025.000000 -163.000000 -3.890000 4187.999942
Wästbygg Gruppen B 80 -1.470000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 -3.760000 2560.400000 -406.600000 -13.700000 2966.999993
TOTAL 45982.570000 -770.430000 -1.51119% 46752.999863

Updated:¶

'2023-06-13 10:38:19.518453'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶